Cloud data warehouses (CDWs) bring large-scale data and compute power closer to users in enterprises. However, existing tools for analyzing data in CDWs are either limited in ad-hoc transformations or difficult to use for business users. Here we introduce Sigma Workbook, a new interactive system that enables business users to easily perform visual analysis of data in CDWs at scale. For this, Sigma Workbook provides an accessible spreadsheet-like interface for analysis through direct manipulation. Sigma Workbook dynamically constructs matching SQL queries from user interactions, building on the versatility and expressivity of SQL. Constructed queries are directly executed on CDWs, leveraging the superior characteristics of the new generation CDWs, including scalability. We demonstrate Sigma Workbook through 3 real-life use cases---cohort analysis, sessionization, and data augmentation---and underline Workbook's ease of use, scalability, and expressivity.